Meta-heuristics for portfolio optimization.
Kyle ErwinAndries P. EngelbrechtPublished in: Soft Comput. (2023)
Keyphrases
- portfolio optimization
- metaheuristic
- optimization problems
- ant colony optimization
- optimization methods
- bi objective
- problems involving
- simulated annealing
- tabu search
- portfolio selection
- portfolio management
- combinatorial optimization
- optimization method
- genetic algorithm
- stock market
- search space
- combinatorial optimization problems
- robust optimization
- optimal solution
- factor analysis
- risk management
- particle swarm optimization
- vehicle routing problem
- evolutionary algorithm
- stock price
- stock exchange
- mathematical programming
- benchmark problems
- long term